-42.5%
KHC vs MKC
+48.3%
-90.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +1.9% |
| 7D | +2.0% | -3.0% | +5.0% | +3.7% |
| 30D | +10.6% | +4.8% | +5.8% | +8.0% |
| 3M | +0.5% | -12.8% | +13.4% | +7.9% |
| 6M | +12.1% | +5.0% | +7.0% | +9.0% |
| YTD | +8.9% | -29.1% | +38.0% | +28.8% |
| 1Y | +7.5% | -26.4% | +33.9% | +24.5% |
| 3Y | -10.7% | -21.6% | +10.9% | -1.0% |
| 5Y | -13.2% | -35.2% | +22.1% | +4.0% |
| 10Y | -50.6% | +25.6% | -76.2% | -63.0% |
| All | -42.5% | +48.3% | -90.8% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling